Results 11 to 20 of about 861 (40)
From Hardy to Rellich inequalities on graphs
Proceedings of the London Mathematical Society, Volume 122, Issue 3, Page 458-477, March 2021., 2021 Abstract We show how to deduce Rellich inequalities from Hardy inequalities on infinite graphs. Specifically, the obtained Rellich inequality gives an upper bound on a function by the Laplacian of the function in terms of weighted norms. These weights involve the Hardy weight and a function which satisfies an eikonal inequality.
Matthias Keller +2 more
wiley +1 more source
On the decoupled Markov group conjecture
Bulletin of the London Mathematical Society, Volume 53, Issue 1, Page 240-247, February 2021., 2021 Abstract The Markov group conjecture, a long‐standing open problem in the theory of Markov processes with countable state space, asserts that a strongly continuous Markov semigroup T=(Tt)t∈[0,∞) on ℓ1 has bounded generator if the operator T1 is bijective. Attempts to disprove the conjecture have often aimed at glueing together finite‐dimensional matrix
Jochen Glück
wiley +1 more source
F‐Manifolds and geometry of information
Bulletin of the London Mathematical Society, Volume 52, Issue 5, Page 777-792, October 2020., 2020 Abstract The theory of F‐manifolds, and more generally, manifolds endowed with commutative and associative multiplication of their tangent fields, was discovered and formalised in various models of quantum field theory involving algebraic and analytic geometry, at least since the 1990s. The focus of this paper consists in the demonstration that various
Noémie Combe, Yuri I. Manin
wiley +1 more source
Stochastic 2-D Navier-Stokes Equation with Artificial Compressibility [PDF]
, 2007 In this paper we study the stochastic Navier-Stokes equation with artificial compressibility. The main results of this work are the existence and uniqueness theorem for strong solutions and the limit to incompressible flow.
Manna, Utpal +2 more
core +3 more sources
An almost sure energy inequality for Markov solutions to the 3D Navier-Stokes equations
, 2009 We prove existence of weak martingale solutions satisfying an almost sure version of the energy inequality and which constitute a (almost sure) Markov process.Comment: Submitted for the proceedings of the conference "Stochastic partial differential ...
Romito, Marco
core +1 more source
Absolute continuity for SPDEs with irregular fundamental solution
, 2014 For the class of stochastic partial differential equations studied in [Conus-Dalang,2008], we prove the existence of density of the probability law of the solution at a given point $(t,x)$, and that the density belongs to some Besov space.
Sanz-Solé, Marta, Süß, André
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An It\=o formula in the space of tempered distributions
, 2014 We extend the It\=o formula \cite{MR1837298}*{Theorem 2.3} for semimartingales with rcll paths. We also comment on Local time process of such semimartingales.
Bhar, Suprio
core +1 more source
A note on intermittency for the fractional heat equation [PDF]
, 2013 The goal of the present note is to study intermittency properties for the solution to the fractional heat equation $$\frac{\partial u}{\partial t}(t,x) = -(-\Delta)^{\beta/2} u(t,x) + u(t,x)\dot{W}(t,x), \quad t>0,x \in \bR^d$$ with initial condition ...
Balan, Raluca, Conus, Daniel
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Decorrelation of total mass via energy [PDF]
, 2014 The main result of this small note is a quantified version of the assertion that if u and v solve two nonlinear stochastic heat equations, and if the mutual energy between the initial states of the two stochastic PDEs is small, then the total masses of ...
Chen, Le +2 more
core
Fractional constant elasticity of variance model
, 2006 This paper develops a European option pricing formula for fractional market models. Although there exist option pricing results for a fractional Black-Scholes model, they are established without accounting for stochastic volatility.
Chan, Ngai Hang, Ng, Chi Tim
core +2 more sources